CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHERENCE APPROACH

Co-movement among industry indices of Tehran Stock Exchange, Wavelet Coherence approach

Co-movement analysis has a significant role in recourse allocation, risk management, etc. This study uses the novel approach of wavelet coherence in continuous wavelet transform framework to investigate the correlation dynamic and spillover effect of 10 main sector indices of Tehran Stock Exchange, in time and frequency domains. Analyzing the data indicates that correlation structure among TSE ...

Analysis of non-performing loans of banks with the regional economic approach: unbalanced panel data method

The high volume of non-performing loans and its trend over time is one of the main problems of banks and central banking in Iran. This high volume of non-current receivables and the destructive effects that this phenomenon has, has made it very important to identify and examine the role of the factors affecting it. In the present study, determinant factors from the Borrower, lender and regional...

Non-performing Loans and Bank Efficiency of Conventional and Islamic Banks in Oic Countries

Resolution of Non-Performing Loans in China

Non Performing Loans on Regional Development Bank in Indonesia and Factors that Influence Suryanto

This study aims to analyze the non-performing loan (NPL) in the Regional Development Bank (BPD) in Indonesia and determine the factors that can influence it. This study uses a quantitative approach. The data used in the form of panel data from the financial statements of Regional Development Bank in Indonesia as many as 26 banks 2009-2013. Factors examined its effect on the NPL is a measure of ...